Anic Equity¶

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Total return since start: 0.583 %¶

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Equity now: -----------------------------> 48353.7 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46657.07 Kr¶

PnL: ---------------------------------------> 300.07 Kr¶

DD now: ---------------------------------> -8.973 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-08-11 09:40:06.534171'

Anic Portfolio¶

Today¶

Return: -0.238 %¶

This Week¶

Return: 0.25 %¶

Total portfolio value¶

Return including deposits: 58.298 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Vitec Software Group B 2 -0.340000 1187.000000 100.000000 9.200000 1087.000000
EnQuest PLC 2351 -0.320000 5811.670000 98.670000 1.730000 5713.000530
Lindab International 35 -0.060000 5684.000000 91.000000 1.630000 5593.000000
NP3 Fastigheter 32 -1.690000 5782.400000 85.400000 1.500000 5697.000000
Tethys Oil 109 1.430000 5967.750000 56.750000 0.960000 5911.000022
Investor B 27 -0.950000 5744.250000 53.250000 0.940000 5691.000006
AQ Group 12 -0.230000 5214.000000 -49.000000 -0.930000 5262.999996
Volvo B 25 -0.200000 5673.750000 -69.250000 -1.210000 5743.000000
Volvo A 24 -0.170000 5582.400000 -76.600000 -1.350000 5659.000008
TOTAL 46647.220000 290.220000 -8.99185% 46357.000562

Updated:¶

'2023-08-11 09:38:51.296596'
None

Last optimization/rebalancing:¶

'2023-07-26'

Next optimization/rebalancing:¶

'2023-09-05'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶